| 时变最优化信息处理技术及其应用(Ⅰ)——基本思想与系统辨识 |
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| 引用本文： | 赵勇,冯纯伯.时变最优化信息处理技术及其应用(Ⅰ)——基本思想与系统辨识[J].东南大学学报(自然科学版),1999,29(4):92-97. |
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| 作者姓名： | 赵勇 冯纯伯 |
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| 作者单位： | [1]杭州大学电子工程系 [2]东南大学自动化研究所 |
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| 摘 要： | 分析了时变目标函数及其最优解的时变性能，提出了跟踪时变目标函数最优解的一阶和二阶方法，其中二阶方法能使时变目标函数最优解的跟踪以指数速率收敛。
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| 关 键 词： | 时变最优化 信息处理 系统辨识 时变目标函数 |
时变最优化信息处理技术及其应用(Ⅰ)——基本思想与系统辨识 |
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| Zhao Yong,Feng Chunbo.时变最优化信息处理技术及其应用(Ⅰ)——基本思想与系统辨识[J].Journal of Southeast University(Natural Science Edition),1999,29(4):92-97. |
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| Authors: | Zhao Yong Feng Chunbo |
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| Institution: | Zhao Yong 1 Feng Chunbo 2 |
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| Abstract: | The variation of a time dependent objective solution is analyzed. A first order technique and a second order technique for tracking the optimum are proposed. The second order technique ensures the tracking to converge exponentially. Applying time dependent optimization, the continuous linear system without time delay, the time lag linear system and nonlinear system can be on line identified directly. This method can track and detect the variation of the parameters and time delay immediately, and thus can obtain the latest information of the system. |
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| Keywords: | time varying optimization information processing system identification |
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